Any number of loose ends...
Kurt and... anyone.
Sheila - Paul's one-time girlfriend
Sarah Beth and Arthur Case
Midge and Roy (did they marry? Or separate? Or what?)
Danny Farrell
Freddie Rumsen
The Junior League
The reservoir project
Sal/Kitty - still think she should have applauded his Patio rendition, telling him, "I never knew you had such a talent for imitation!"

And last but not least... Where is Mitch?

Um...Trudy can't have kids, and Pete doesn't want to adopt. They've decided for the moment to manage without. Trudy has diverted her mothering energy toward Pete. That's tied up.

Sheila dumped Paul when he proved a coward down south while registering voters. She's gone. So that lose end is tied up.

Peggy, finding her spiritual beliefs and life experiences at odds with that of the Priest and the Church's teachings, dealt with her guilt about the baby by confessing what she did to Pete and thus, facing it and her feeling about it herself. Once she did that, she no longer needed the priest. The relationship between them is over. So that lose end is tied up.

Which is to say, some of these aren't the lose ends you seem to think they are. They ended and the characters moved on. There doesn't always need to be a big conclusion to every character who wanders in and out of a person's life. Sometimes, a person, like Paul, has a girlfriend, and she leaves him, and that's it. That's all the story there was between them.

On the other hand, if you're still wondering what happened to Chauncey, I'm with you there.... ;-)

I still wonder why MW gave two characters the same last name without any explanation. Sarah Beth Carson and Juanita Carson (from the Savoy, former rommate of Betty's). Hmmmm? I still think there must be a storyline there somewhere.

@Thirteen: Well said.

I'd like to know more about Peggy and Duck's relationship and how it will be affected by all the changes that have come about so suddenly.

How about Anna Draper? I'd like to know more about how the unusual arrangement between Anna and Don evolved.

Thirteen, I'm with you. I want to see dear Chauncey again,

Yes, Chauncey broke my heart! I hope he found a good home.
I know that Rachel got married but I'd love to see she and Don "working" together again or something. Loved their chemistry. I want to see Glenn again...did he move away?
Bluntly put..I MISS my Mad Men. I have Season One and Two and I've been watching each week. They have interesting extras and can hold you over until Season 4.